My very religious(first congregation/catholic/first Baptist/christian cavalry)family welcomed my Jewish husband with open arms into the family. And vice versa for his family. My dad even stood up in church and told everyone how blessed and happy he was to be gaining such a son in law. When it came time to plan our wedding my parents insisted on a mixed faith ceremony so the Jewish side could be represented. I'm not telling you all this to brag but to show that being religious doesn't mean rejecting/not accepting/ not being open to other faiths. Your parents are being horrible and hiding behind their religion to excuse it. Don't allow them to do this. Stop going to dinner. Stop acting as if everything is normal. Definitely do not talk about the wedding with them, or involve them in your life. They don't get that privilege.